Nash bargaining over allocations in inventory pooling contracts

When facing uncertain demand, several firms may consider pooling their inventories leading to the emergence of two key contractual issues. How much should each produce or purchase for inventory purposes? How should inventory be allocated when shortages occur to some of the firms? Previously, if the allocations issue was considered, it was undertaken through evaluation of the consequences of an arbitrary priority scheme. We consider both these issues within a Nash bargaining solution (NBS) cooperative framework. The firms may not be risk neutral, hence a nontransferable utility bargaining game is defined. Thus the physical pooling mechanism itself must benefit the firms, even without any monetary transfers. The firms may be asymmetric in the sense of having different unit production costs and unit revenues. Our assumption with respect to shortage allocation is that a firm not suffering from a shortfall, will not be affected by any of the other firms' shortages. For two risk neutral firms, the NBS is shown to award priority on all inventory produced to the firm with higher ratio of unit revenue to unit production cost. Nevertheless, the arrangement is also beneficial for the other firm contributing to the total production. We provide examples of Uniform and Bernoulli demand distributions, for which the problem can be solved analytically. For firms with constant absolute risk aversion, the agreement may not award priority to any firm. Analytically solvable examples allow additional insights, e.g. that higher risk aversion can, for some problem parameters, cause an increase in the sum of quantities produced, which is not the case in a single newsvendor setting. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Noncooperative cost spanning tree games with budget restrictions

We extend the noncooperative game associated with the cost spanning tree problem introduced by Bergantiños and Lorenzo (Math Method Oper Res 59(2004), 393–403) to situations where agents have budget restrictions. We study the Nash equilibria, subgame perfect Nash equilibria, and strong Nash equilibria of this game. © 2008 Wiley Periodicals, Inc. Naval Research Logistics 2008     

DEA models for two‐stage processes: Game approach and efficiency decomposition

Data envelopment analysis (DEA) is a method for measuring the efficiency of peer decision making units (DMUs). This tool has been utilized by a number of authors to examine two‐stage processes, where all the outputs from the first stage are the only inputs to the second stage. The current article examines and extends these models using game theory concepts. The resulting models are linear, and imply an efficiency decomposition where the overall efficiency of the two‐stage process is a product of the efficiencies of the two individual stages. When there is only one intermediate measure connecting the two stages, both the noncooperative and centralized models yield the same results as applying the standard DEA model to the two stages separately. As a result, the efficiency decomposition is unique. While the noncooperative approach yields a unique efficiency decomposition under multiple intermediate measures, the centralized approach is likely to yield multiple decompositions. Models are developed to test whether the efficiency decomposition arising from the centralized approach is unique. The relations among the noncooperative, centralized, and standard DEA approaches are investigated. Two real world data sets and a randomly generated data set are used to demonstrate the models and verify our findings. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

基于粒子群优化的稀疏序列Bayes反卷积方法研究

在地下目标低频声波探测中,由于探测信号的混叠,难以判读反射目标的空间位置.应用信号处理方法求解时,目标信号是稀疏序列,求解方程是病态的.运用Bayes反卷积方法修正其病态性,并采用优化的粒子群算法求解,提高了系统的探测分辨率,同时降低了计算量.实际应用表明,该方法是有效的.     

相控阵雷达维修方案优选方法研究

针对相控阵雷达维修方案的选择问题,确定了维修方案的决策属性,并提出一种基于改进TOPSIS法的相控阵雷达维修方案优选方法。该方法通过引入Vague集来处理维修方案选择中存在的模糊信息,并采用博弈论综合赋权法来确定决策属性的综合权重。通过计算各备选方案与正、负理想方案的灰色关联度,得到了维修方案的灰色关联相对贴近度,进而实现对维修方案的排序和选择。最后,通过算例应用与分析,对提出的方法进行了验证。     

基于事故树和贝叶斯的军民航飞行冲突风险研究

为充分了解当前军民航飞行冲突、危险接近事故征候的成因,并对其发生原因进行有重点的预防和对事件发生概率的精确预测,首先建立事故树模型,对其原因进行分析;总结导致其发生的基本事件,计算事故树模型的最小割集和各个基本事件的结构重要度;其次对军民航飞行冲突、危险接近事故征候的发生概率进行合理的取值,得出基本事件的概率重要度,指出基本事件发生概率对顶事件发生概率的影响;最后构建军民航飞行冲突、危险接近事故征候贝叶斯网络模型,计算中间事件的条件概率和顶事件发生概率,并与实际结果进行对比,验证方法可行性。     

Potential impact of recharging plug‐in hybrid electric vehicles on locational marginal prices

Plug‐in hybrid electric vehicles (PHEVs), upon market penetration, will create additional recharging loads to the electric power systems. This article considers different recharging scenarios and uses game theoretic models to study the potential impact of the recharging loads on locational marginal prices (wholesale electricity prices). Computational results from a Pennsylvania‐New Jersey‐Maryland Interconnection case study show that, under the existing recharging infrastructures, even a small magnitude of load increase caused by PHEV recharging could have a significant undesirable impact on locational marginal prices. The impact could be mitigated to a varying extent by the availability of possible future recharging infrastructures, including realtime pricing recharging meters, battery stations, or vehicle‐to‐grid technology.© 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

基于模糊双矩阵对策的作战效能评估模型

讨论了策略集清晰、支付值模糊的模糊双矩阵对策的一种求解方法,并以某型导弹混编群对抗ARM（反辐射导弹）及载机为案例进行研究,建立了基于模糊双矩阵对策的作战效能评估模型,研究结果对于双方资源分配,提高作战效能具有一定的军事应用价值。     

微分对策及其在军事领域的研究进展*

介绍了微分对策的产生背景及其半个多世纪以来的发展历程,简述了国内外微分对策理论发展的几个重要阶段及其标志性成果。全面地阐述了国内外关于微分对策在军事领域的应用研究状况,特别是美、俄等军事强国在微分对策军事应用研究方面的现状以及我国研究人员在该领域的主要研究成果。还进一步论述了微分对策在军事应用研究方面存在的问题,并对微分对策的发展前景做出了展望,指出了微分对策在军事应用领域中的研究热点、难点和主要发展方向。     

联合作战的远程火力战法动态分析方法*

用定量动态分析方法开发远程火力战法是联合作战规划中必须解决的重要问题。借助仿真和博弈分析的混合方法,在对博弈效用函数计算的基础上,构建基于识别真目标、假目标以及火力命中目标概率的二人非零和(TPNZS)非合作博弈模型来开发远程火力战法动态分析方法,对两个典型的联合作战远程火力打击战法性能的初步动态分析表明:战场势态的动态变化直接影响定量规划最优战法的结果。